V-Lab: Seven West Media Ltd AGARCH Volatility Analysis

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V-Lab

Seven West Media Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:49.61% (-0.58%)

Analysis last updated: Saturday, May 4, 2024 at 05:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0108	9.65
$α$	0.0247	17.07
$β$	0.9737	653.06
$γ$	0.1323	1.26

Estimation Period:
Jan 10, 1992 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts